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Price jumps in Visegrad country stock markets : an empirical analysis
Novotný, Jan - 2010
Persistent link: https://www.econbiz.de/10008662720
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Price Jumps on European Stock Markets
Hanousek, Jan - 2013
We analyze the dynamics of price jumps and the impact of the European debt crisis using the high-frequency data reported by selected stock exchanges on the European continent during the period January 2008 to June 2012. We employ two methods to identify price jumps: Method 1 minimizes the...
Persistent link: https://www.econbiz.de/10013071459
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Price jumps on European stock markets
Hanousek, Jan; Kočenda, Evžen; Novotný, Jan - 2013
Persistent link: https://www.econbiz.de/10010235638
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Price jump indicators : stock market empirics during the crisis
Novotný, Jan; Hanousek, Jan; Kočenda, Evžen - 2013
Persistent link: https://www.econbiz.de/10009788480
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Price jumps in Visegrad-country stock markets : an empirical analysis
Hanousek, Jan; Novotný, Jan - In: Emerging markets review 13 (2012) 2, pp. 184-201
Persistent link: https://www.econbiz.de/10010219485
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Trading price jump clusters in foreign exchange markets
Novotný, Jan; Petrov, Dmitri; Urga, Giovanni - In: Journal of financial markets 24 (2015), pp. 66-92
Persistent link: https://www.econbiz.de/10011477244
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Trading price jump clusters in foreign exchange markets
Novotný, Jan; Petrov, Dmitri; Urga, Giovanni - 2014
Persistent link: https://www.econbiz.de/10010440725
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Price jump indicators : stock market empirics during the crisis
Novotný, Jan; Hanousek, Jan; Koèenda, Evžen - 2013
Persistent link: https://www.econbiz.de/10010440891
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Empirical analysis of price jumps on the PSE and Visegrad indexes
Novotný, Jan - 2009
Persistent link: https://www.econbiz.de/10003914706